+199.8%
MPC vs RNG
+179.0%
+20.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +11.2% | +4.6% | +6.6% | +10.8% |
| 30D | -14.5% | +0.4% | -14.9% | -14.5% |
| 3M | +16.7% | +11.4% | +5.3% | +15.3% |
| 6M | +67.6% | +95.7% | -28.1% | +55.8% |
| YTD | +157.9% | +162.9% | -5.0% | +129.6% |
| 1Y | +116.7% | +180.3% | -63.6% | +91.0% |
| 3Y | +199.8% | +188.3% | +11.4% | +151.7% |
| All | +199.8% | +179.0% | +20.7% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling